+50.4%
RBLX vs TOST
+62.0%
-11.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | +12.4% | -3.4% | +15.8% | +13.5% |
| 30D | +19.7% | -2.4% | +22.1% | +20.3% |
| 3M | -0.1% | +34.6% | -34.7% | -8.1% |
| 6M | -35.7% | +15.2% | -50.9% | -38.7% |
| YTD | -46.6% | -4.4% | -42.2% | -47.0% |
| 1Y | -66.6% | -17.4% | -49.2% | -65.9% |
| All | +50.4% | +62.0% | -11.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling